Writing on AI, education, and running a business

January 19, 2012 6 min read

January 19, 2012 • 6 min read

Introduction

January 18, 2012 5 min read

January 18, 2012 • 5 min read

Improve Predictive Performance in R with Bagging

Bagging, aka bootstrap aggregation, is a relatively simple way to increase the power of a predictive statistical model by taking multiple random samples(with replacement) from your training data set, and using each of these samples to construct a separate model and separate predictions for your test set. These predictions are then averaged to create a, hopefully more accurate, final prediction value.

January 18, 2012 4 min read

January 18, 2012 • 4 min read

Time Based Arbitrage Opportunities in Tick Data

I recently posted an [introduction](http://viksalgorithms.blogspot.com/2012/01 /introduction-to-kaggle-algorithmic.html) to the Kaggle Algorithmic Trading Challenge, which I competed in.